Job Description

This job will involve building out the internal pricing and valuation infrastructure. The ideal candidate will have a strong knowledge of equity derivative products.

• Responsible for building out internal system infrastructure focusing on the pricing and valuation of equity derivative products (delta1 and volatility products)
• Configuring internal systems and calibrating theoretical models for the proper valuations of equity derivative products and sourcing/analyzing related market data
• Establishing new procedures and controls to support the intra-day and end of day pricing of these products within the firm and publishing and signing off on the firm\'s official end-of-day marks and curves
• Coordinating with various departments to resolve all issues for portfolio managers and serving as the primary interface for portfolio managers

MPI does not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity or expression, national origin, age, disability, veteran status, marital status, or based on an individual\'s status in any group or class protected by applicable federal, state or local law. MPI encourages applications from minorities, women, the disabled, protected veterans and all other qualified applicants.

Investment Management Firm with 400+ Billion AUM|Fantastic team with growth opportunities and hybrid work schedule

• Seeking an experienced professional with at least 5 years of proven experience
• Requires a strong knowledge of Equity Derivative products,
• Must have experience calibrating equity derivative theoretical pricing models and knowledge of Equity Derivative pricing models and standard volatility configurations
• Ability to analyze and explain P&L and understand derivatives Greek P&L attribution
• Must have experience collaborating with quant teams in validating and testing new pricing and risk models and working with trading desks
• Must have programming experience (Python, VBA, etc.) and knowledge of Bloomberg and Reuters
• Should be a standout colleague with a strong willingness to participate and help others
• Must be detail-oriented and demonstrate thoroughness and strong ownership of work
• Strong sense of urgency and ability to prioritize in a fast-moving, high-pressure environment
• Must have strong communication skills and be a quick learner

My client is a well-established investment management firm based in NYC operating on a hybrid schedule.

• Competitive salary and bonus packages
• Comprehensive health, dental, and vision insurance plans
• 401(k) retirement savings plan with employer match
• Generous vacation and paid time off policies
• Opportunities for professional development and career advancement
• Employee assistance programs for mental health, financial wellness, and more
• Flexible work arrangements, such as remote work or flexible schedules
• Paid parental leave for new parents
• Social and networking events to build camaraderie and team spirit
• Access to various discounts and perks, such as gym memberships, commuter benefits, and more.

Michael Page